But a well-preserved fossilized skull found in Kazakhstan reveals the shaggy creature was still alive and walking this earth a mere 29,000 years ago, according to a study published this month in the American Journal of Applied Sciences.

There is now some mystery surrounding how it survived so long.

JUST WATCHED

Escaped 'unicorn' sends officers on a wild chase.

MUST WATCH

Escaped 'unicorn' sends officers on a wild chase.02:13

"Most likely, the south of Western Siberia was a [refuge], where this rhino had preserved the longest in comparison with the rest of the range," said Tomsk State University scientist Andrei Shpansky, who published the findings.

The team are hoping the find will help them understand what environmental factors played a part in the eventual extinction of the species, and what role migration played in its survival up until that point.